deribit_basis_rolling_change_long_v11 · strategy

105

closed trades

48%

win rate

-231.89

total pnl ($)

0.835

weight

7d window — n=14 wr=43% pnl=-59.18 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 08:44	BTC	Buy	59832→59246	-5.34	timeout
06-27 21:58	BTC	Buy	59906→60162	+1.75	timeout
06-27 03:12	BTC	Buy	58892.9→60185	+10.52	timeout
06-27 01:41	BTC	Buy	59318→59936	+4.74	timeout
06-26 19:49	BTC	Buy	59212→59839	+4.73	timeout
06-26 17:05	BTC	Buy	59149→60098	+7.48	timeout
06-26 15:15	BTC	Buy	59022→59790	+5.97	timeout
06-26 02:21	BTC	Buy	59823→58343.9	-12.79	stop_loss
06-25 13:58	BTC	Buy	59680→58209	-12.69	stop_loss
06-25 13:51	BTC	Buy	60698→59203.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60816→59320.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60819→59320.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60834→59337.3	-12.69	stop_loss
06-24 13:47	BTC	Buy	62829.1→61282.3	-12.76	stop_loss
06-23 04:51	BTC	Buy	65245.3→63632	-12.83	stop_loss
06-20 09:01	BTC	Buy	62615.1→63411.8	+5.80	timeout
06-20 07:58	BTC	Buy	62600.1→63649.8	+7.93	timeout
06-18 05:04	BTC	Buy	65294.3→63685	-12.79	stop_loss
06-17 06:19	BTC	Buy	66215.3→65866.7	-3.11	timeout
06-17 05:16	BTC	Buy	65961.3→65734.7	-2.20	timeout
06-16 14:34	BTC	Buy	66511.3→65455.7	-8.46	timeout
06-16 11:21	BTC	Buy	66190.3→66549.7	+2.18	timeout
06-16 07:47	BTC	Buy	65711.3→66304.7	+4.10	timeout
06-16 05:11	BTC	Buy	65654.3→65955.7	+1.90	timeout
06-16 03:38	BTC	Buy	65761.3→66010.7	+1.50	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 10:29	BTC	Buy	64574.2→65695.7	+8.23	timeout
06-15 06:58	BTC	Buy	64272.2→65836.7	+11.71	timeout
06-15 04:25	BTC	Buy	64475.2→65710.7	+9.10	timeout
06-15 02:46	BTC	Buy	64479.2→65536.7	+7.71	timeout
06-14 20:31	BTC	Buy	64231.2→63898.8	-3.07	timeout
06-14 09:21	BTC	Buy	63837.2→64299.8	+3.12	timeout
06-14 03:20	BTC	Buy	63554.2→64502.8	+7.04	timeout
06-14 02:21	BTC	Buy	63733.2→64564.8	+6.09	timeout
06-14 01:21	BTC	Buy	63619.2→64645.8	+7.67	timeout
06-13 19:28	BTC	Buy	63727.2→64129.8	+2.71	timeout
06-13 08:57	BTC	Buy	63451.2→63786.8	+2.12	timeout
06-13 02:28	BTC	Buy	63524.2→63700.8	+0.93	timeout
06-13 01:17	BTC	Buy	63477.2→63645.8	+0.82	timeout
06-12 19:42	BTC	Buy	63763.2→63669.8	-1.19	timeout
06-12 17:33	BTC	Buy	63285.2→63788.8	+3.52	timeout
06-12 08:50	BTC	Buy	62940.1→63385.8	+3.00	timeout
06-11 21:08	BTC	Buy	61622.1→63448.8	+14.23	timeout
06-11 19:08	BTC	Buy	61924.1→63373.8	+11.12	timeout
06-11 17:51	BTC	Buy	61900.1→63504.8	+12.41	timeout
06-11 16:33	BTC	Buy	62248.1→62593.9	+2.26	timeout
06-11 08:16	BTC	Buy	61661.1→62769.9	+8.40	timeout
06-10 19:16	BTC	Buy	61759.1→61785.9	-0.30	timeout
06-10 18:15	BTC	Buy	61713.1→61960.9	+1.51	timeout
06-10 17:11	BTC	Buy	61445.1→62020.9	+4.19	timeout
06-10 15:55	BTC	Buy	61145.1→62804.9	+13.09	timeout
06-09 14:35	BTC	Buy	62961.1→61410.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63174.2→61618.1	-12.77	stop_loss
06-09 08:24	BTC	Buy	63030.2→62917.9	-1.36	timeout
06-09 00:32	BTC	Buy	63400.2→62623.9	-6.60	timeout
06-08 23:27	BTC	Buy	63215.2→63096.8	-1.41	timeout
06-08 22:26	BTC	Buy	63046.2→63296.8	+1.50	timeout
06-08 21:28	BTC	Buy	61792.1→63671.8	+14.72	timeout
06-08 07:40	BTC	Buy	62228.1→63236.8	+7.62	timeout
06-07 22:15	BTC	Buy	61469.1→64168.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60511→63167.8	+21.51	take_profit
06-07 19:42	BTC	Buy	62728.1→61185.3	-12.73	stop_loss
06-07 17:41	BTC	Buy	60614→62265.9	+13.20	timeout
06-07 06:29	BTC	Buy	61011.1→61968.9	+7.45	timeout
06-07 05:28	BTC	Buy	60747→61816.9	+8.39	timeout
06-07 04:22	BTC	Buy	59980→61541.9	+12.57	timeout
06-06 18:49	BTC	Buy	59778→60508	+5.71	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-06 04:31	BTC	Buy	61228.1→59722.1	-12.75	stop_loss
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 18:52	BTC	Buy	60785→59290.4	-12.75	stop_loss
06-05 18:51	BTC	Buy	60985→59485.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61001→59501.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61877.1→60354.8	-12.75	stop_loss
06-05 13:59	BTC	Buy	62237.1→60704.6	-12.76	stop_loss
06-05 13:57	BTC	Buy	62397.1→60858.5	-12.78	stop_loss
06-05 13:49	BTC	Buy	62779.1→61235.3	-12.75	stop_loss
06-05 13:48	BTC	Buy	63034.2→61484.2	-12.75	stop_loss
06-05 11:40	BTC	Buy	62277.1→62209.9	-1.03	timeout
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:16	BTC	Buy	63455.2→61894.9	-12.70	stop_loss
06-05 06:03	BTC	Buy	63520.2→61952.9	-12.72	stop_loss
06-05 06:03	BTC	Buy	63596.2→62030.9	-12.71	stop_loss
06-05 03:06	BTC	Buy	63886.2→62314.7	-12.72	stop_loss
06-04 10:49	BTC	Buy	63867.2→62294.7	-12.72	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64670.2→63077.3	-12.76	stop_loss
06-04 02:03	BTC	Buy	63221.2→61666.1	-12.75	stop_loss
06-04 01:19	BTC	Buy	64362.2→62779.5	-12.75	stop_loss
06-04 00:24	BTC	Buy	65588.3→63974.8	-12.75	stop_loss
06-03 20:45	BTC	Buy	66702.3→65060.2	-12.79	stop_loss
06-03 19:52	BTC	Buy	67121.4→65469	-12.78	stop_loss
06-03 19:42	BTC	Buy	66727.3→65807.7	-7.41	timeout
06-03 16:27	BTC	Buy	67200.4→65546.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67249.4→65593.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67300.4→65642.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67376.4→65718.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67503.4→65828.8	-12.86	stop_loss
06-02 22:59	BTC	Buy	67913.4→66243.5	-12.75	stop_loss
06-02 12:06	BTC	Buy	70997.5→69249.9	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

48%

win rate

-231.89

total pnl ($)

-43.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	105	48%	-43.8	-231.89

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…